| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
2,579.96 |
2,591.78 |
11.82 |
0.5% |
2,610.38 |
| High |
2,589.57 |
2,598.47 |
8.90 |
0.3% |
2,630.03 |
| Low |
2,567.45 |
2,554.34 |
-13.11 |
-0.5% |
2,522.89 |
| Close |
2,577.05 |
2,591.65 |
14.60 |
0.6% |
2,584.97 |
| Range |
22.12 |
44.13 |
22.01 |
99.5% |
107.14 |
| ATR |
40.06 |
40.35 |
0.29 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,713.88 |
2,696.89 |
2,615.92 |
|
| R3 |
2,669.75 |
2,652.76 |
2,603.79 |
|
| R2 |
2,625.62 |
2,625.62 |
2,599.74 |
|
| R1 |
2,608.63 |
2,608.63 |
2,595.70 |
2,595.06 |
| PP |
2,581.49 |
2,581.49 |
2,581.49 |
2,574.70 |
| S1 |
2,564.50 |
2,564.50 |
2,587.60 |
2,550.93 |
| S2 |
2,537.36 |
2,537.36 |
2,583.56 |
|
| S3 |
2,493.23 |
2,520.37 |
2,579.51 |
|
| S4 |
2,449.10 |
2,476.24 |
2,567.38 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,900.72 |
2,849.98 |
2,643.90 |
|
| R3 |
2,793.58 |
2,742.84 |
2,614.43 |
|
| R2 |
2,686.44 |
2,686.44 |
2,604.61 |
|
| R1 |
2,635.70 |
2,635.70 |
2,594.79 |
2,607.50 |
| PP |
2,579.30 |
2,579.30 |
2,579.30 |
2,565.20 |
| S1 |
2,528.56 |
2,528.56 |
2,575.15 |
2,500.36 |
| S2 |
2,472.16 |
2,472.16 |
2,565.33 |
|
| S3 |
2,365.02 |
2,421.42 |
2,555.51 |
|
| S4 |
2,257.88 |
2,314.28 |
2,526.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,598.47 |
2,522.89 |
75.58 |
2.9% |
37.39 |
1.4% |
91% |
True |
False |
|
| 10 |
2,660.26 |
2,522.89 |
137.37 |
5.3% |
36.10 |
1.4% |
50% |
False |
False |
|
| 20 |
2,660.26 |
2,510.37 |
149.89 |
5.8% |
35.81 |
1.4% |
54% |
False |
False |
|
| 40 |
2,660.26 |
2,443.92 |
216.34 |
8.3% |
37.66 |
1.5% |
68% |
False |
False |
|
| 60 |
2,756.81 |
2,443.92 |
312.89 |
12.1% |
36.84 |
1.4% |
47% |
False |
False |
|
| 80 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
36.42 |
1.4% |
42% |
False |
False |
|
| 100 |
2,795.35 |
2,443.92 |
351.43 |
13.6% |
33.52 |
1.3% |
42% |
False |
False |
|
| 120 |
2,795.35 |
2,433.63 |
361.72 |
14.0% |
32.09 |
1.2% |
44% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,786.02 |
|
2.618 |
2,714.00 |
|
1.618 |
2,669.87 |
|
1.000 |
2,642.60 |
|
0.618 |
2,625.74 |
|
HIGH |
2,598.47 |
|
0.618 |
2,581.61 |
|
0.500 |
2,576.41 |
|
0.382 |
2,571.20 |
|
LOW |
2,554.34 |
|
0.618 |
2,527.07 |
|
1.000 |
2,510.21 |
|
1.618 |
2,482.94 |
|
2.618 |
2,438.81 |
|
4.250 |
2,366.79 |
|
|